This post elaborates on KRX's official outcomes from the single stock futures/options reshuffle in April, providing insights into pertinent trading considerations.
Boomeranged on Thu, 18 Apr 2024 08:52
As pointed out in this post, considering KOSDAQ additions as a long basket is suitable. However, stocks with high pre-reshuffle price appreciation showed weak post-reshuffle performance, indicating less impact from increased trading volume. Excluding them from the basket and using KOSDAQ 150 as a short hedge is worth considering. Specific targetable KOSDAQ names are in DISCUSSION.